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PRMIA 8010 Exam Syllabus Topics:

PRMIA Operational Risk Manager (ORM) Sample Questions:

1. Which of the following losses can be attributed to credit risk:
I. Losses in a bond's value from a credit downgrade
II. Losses in a bond's value from an increase in bond yields
III. Losses arising from a bond issuer'sdefault
IV. Losses from an increase in corporate bond spreads

A) II and IV
B) I, III and IV
C) I and II
D) I and III

2. A corporate bond maturing in 1 year yields 8.5% per year,while a similar treasury bond yields 4%. What is the probability of default for the corporate bond assuming the recovery rate is zero?

A) Cannot be determined from the given information
B) 4.50%
C) 8.50%
D) 4.15%

3. Which of the following statements are true:
I. The sum of unexpected losses for individual loans in a portfolio is equal to the total unexpected loss for the portfolio.
II. The sum of unexpected losses for individual loans in a portfolio is less than the total unexpected loss for the portfolio.
III. The sum of unexpected losses forindividual loans in a portfolio is greater than the total unexpected loss for the portfolio.
IV. The unexpected loss for the portfolio is driven by the unexpected losses of the individual loans in the portfolio and the default correlation between these loans.

A) II and IV
B) I, II and III
C) I and II
D) III and IV

4. The sensitivity (delta) of a portfolio to a single point move in the value of the S&P500 is $100. If the current level of the S&P500 is 2000, and has a one day volatility of 1%, what is the value-at-risk for this portfolio at the 99% confidence and a horizon of 10 days? What is this method of calculating VaR called?

A) $14,736, parametric VaR
B) $4,660, Monte Carlo simulation VaR
C) $4,660, parametric VaR
D) $14,736, historical simulation VaR

5. A bullet bond and an amortizing loan are issued at the same time with the same maturity and with the same principal. Which of these would have a greater credit exposure halfway through their life?

A) Indeterminate with the given information
B) They would have identical exposure half way through their lives
C) The amortizing loan
D) The bullet bond

Solutions: